Seminari del Dipartimento di Matematica

Seminario del 2020

Random models for temporal networks

nell'ambito della serie: TOPICS IN MATHEMATICS 2019/2020

finanza matematica

Many real systems in biology, economics, finance, social sciences can be represented as temporal networks, i.e. graphs whose structure is not constant but new links are formed and old ones are destroyed at each time. In the first part of my talk, I will introduce a general class of random models for networks, the exponential random graph (ERG) family, I show the connection with the maximum entropy principle and with the latent variables models, and I describe the inference problem when data are available. In the second part, I show some recent advancements to the use of ERGs to the modeling of temporal networks highlighting different mechanisms which are responsible for the memory in links dynamics. I present some applications to financial problems both for the static and for the dynamic case.